Modern Principles of Banking: Master Core Concepts of Liquidity, Capital, and Treasury Risk Management - Brossura

Publishing, Prime Pass; Wren, Nathan C.

Brossura

ISBN 13: 9798194249879

Casa editrice: Independently published, 2026

Riassunto

Knowing what a banking ratio means is useful. Knowing what to do with the information is what turns theory into working knowledge.

Bank treasury and asset-liability management demand more than memorizing definitions. A repricing gap must be interpreted. A change in net interest margin must be separated into its real drivers.
A liquidity stress result must be connected to available funding actions. A funds transfer pricing curve must ultimately influence pricing and business decisions. And an ALCO pack only matters if the numbers lead to a clear decision.

This practical guide is built around that transition from concept to calculation to balance-sheet effect to management decision.

You begin with the commercial bank itself—how deposits, lending, funding, capital, income, and risk fit together. From there, the book develops the tools used to examine interest-rate risk, profitability, liquidity, funding, capital, and treasury strategy. Worked examples explain calculations step by step, while T-account illustrations make the movement of assets and liabilities visible rather than leaving balance-sheet mechanics abstract.

As you work through the book, you will learn how to:

• Interpret the structure of a commercial bank balance sheet and trace how transactions change it.
• Build a clearer understanding of regulatory capital, risk-weighted assets, credit risk, and loss-absorption capacity.
• Analyze interest-rate exposure through repricing gaps, duration, earnings sensitivity, and Economic Value of Equity.
• Break down net interest margin into asset yields, funding costs, volume, rate, and mix effects.
• Interpret liquidity measures and examine stress scenarios, survival horizons, funding gaps, and contingency funding actions.
• Follow the logic of funds transfer pricing from the internal funding curve to liquidity premiums, product pricing, and incentives.
• Understand how treasury and ALCO use balance-sheet information to make decisions involving capital, funding, liquidity, profitability, and risk.

The same illustrative institution is carried through the book so that concepts build on one another instead of resetting with an unrelated example in every chapter. Practice-focused sections show how calculations connect to treasury and committee discussions, while historical cases demonstrate what can happen when liquidity, interest-rate exposure, funding structure, or governance breaks down.

The book also includes:

• Quick-reference material,
• A glossary of banking terminology and acronyms,
• Core formulas, and
• An alco governance charter template for repeated reference after the initial read.

It is written for

• Treasury and ALM analysts,
• Banking professional and Students
• Risk and finance staff,
• Managers responsible for loan or funding portfolios,
• And advanced finance students moving toward institutional banking.

Add this practical banking resource to your professional library and start working through the balance-sheet mechanics, calculations, and decision frameworks that connect modern bank treasury, ALM, liquidity, funding, capital, and governance.

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Dettagli dell'edizione

• Editore: Independently published
• Data di pubblicazione: 2026
• Lingua: Inglese
• ISBN 13: 9798194249879
• Rilegatura: Taschenbuch
• Numero di pagine: 474
• Contatto del produttore: Manufactured by Amazon on behalf of the author; https://www.amazon.de/hz/contact-us; ; c/o Amazon Media EU S.à.r.l., 38 Avenue John F. Kennedy; Luxembourg; L-1855; Lussemburgo